minerva-design 1.2.0 → 1.4.0

package/dist/charts/engine/orderbook/ladder.cjs.map

@@ -0,0 +1 @@
+{"version":3,"file":"ladder.cjs","names":["createOrderBookStore","createEmitter","createFormatters","localeLabels","createHost","sideColors","inferPriceDecimals","decimalsOf","inferSizeDecimals","numberFormat","toCss","fontOf","localPoint","clamp","applyDeltas","require_color","require_locale","require_book","require_format","require_host","LABELS","COLUMNS","createOrderBook","options","initial","store","emitter","fmt","finePrice","texts","inferred","colors","lastPrice","previousLast","lastDirection","flashes","shownRange","drawn","rows","hoverAt","keyRow","hoverKey","hovered","rowHeight","host","container","root","labels","refreshFormat","grouping","raw","fine","v","applyTexts","applyOptions","sideRows","side","out","sum","notional","i","count","p","price","s","size","draw","ctx","l","mode","compact","width","fontSize","rh","headerH","spreadH","imbalanceH","sides","avail","height","perSide","pad","dpr","asks","bids","y","asksTop","row","spreadY","bidsTop","spreadTop","cols","all","c","shownCols","n","inner","colX","j","barsMode","barMax","flash","duration","nextFlashes","animating","inside","range","key","previous","entry","now","prices","r","hx","hy","list","threshold","text","theme","muted","color","large","w","f","flashAlpha","age","ty","label","x","edge","mid","shown","sy","dirColor","cy","priceText","spread","bps","right","rw","bidSum","askSum","share","by","bh","bw","split","doc","ax","toEvent","bb","ba","onPointerMove","event","onPointerLeave","onClick","onKeyDown","order","current","o","down","onBlur","changed","snapshot","deltas","regroup","next","handler"],"sources":["../../../../../charts/src/engine/orderbook/ladder.ts"],"sourcesContent":["// createOrderBook: the price ladder (asks above the spread row, bids below)\n// drawn with Canvas2D. Any number of deltas between two frames cost one\n// draw of the visible rows; changed levels flash, walls stand out, hovering\n// sums the levels up to the pointer.\n\nimport { toCss, type Rgba } from \"../color\";\nimport {\n  applyDeltas,\n  createOrderBookStore,\n  decimalsOf,\n  inferPriceDecimals,\n  inferSizeDecimals,\n} from \"./book\";\nimport {\n  clamp,\n  createFormatters,\n  fontOf,\n  numberFormat,\n  roundRect,\n  sideColors,\n  type Formatters,\n} from \"./format\";\nimport { localeLabels, type LabelDictionary } from \"../locale\";\nimport { createEmitter, createHost, localPoint, tooltipHtml } from \"./host\";\nimport type {\n  OrderBookEventMap,\n  OrderBookInstance,\n  OrderBookLabels,\n  OrderBookLevelEvent,\n  OrderBookOptions,\n  OrderBookSide,\n} from \"./types\";\n\nconst LABELS: LabelDictionary<OrderBookLabels> = {\n  en: {\n    price: \"Price\",\n    size: \"Size\",\n    total: \"Total\",\n    spread: \"Spread\",\n    average: \"Avg. price\",\n    sum: \"Sum\",\n    notional: \"Notional\",\n    buyShare: \"B\",\n    sellShare: \"S\",\n    bid: \"Bid\",\n    ask: \"Ask\",\n    basisPoints: \"bp\",\n    name: \"Order book\",\n  },\n  zh: {\n    price: \"价格\",\n    size: \"数量\",\n    total: \"累计\",\n    spread: \"价差\",\n    average: \"均价\",\n    sum: \"累计数量\",\n    notional: \"累计金额\",\n    buyShare: \"买\",\n    sellShare: \"卖\",\n    bid: \"买一\",\n    ask: \"卖一\",\n    basisPoints: \"基点\",\n    name: \"订单簿\",\n  },\n  ja: {\n    price: \"価格\",\n    size: \"数量\",\n    total: \"累計\",\n    spread: \"スプレッド\",\n    average: \"平均価格\",\n    sum: \"累計数量\",\n    notional: \"累計金額\",\n    buyShare: \"買\",\n    sellShare: \"売\",\n    bid: \"最良買気配\",\n    ask: \"最良売気配\",\n    basisPoints: \"bp\",\n    name: \"板情報\",\n  },\n  fr: {\n    price: \"Prix\",\n    size: \"Quantité\",\n    total: \"Cumul\",\n    spread: \"Écart\",\n    average: \"Prix moyen\",\n    sum: \"Somme\",\n    notional: \"Montant\",\n    buyShare: \"A\",\n    sellShare: \"V\",\n    bid: \"Meilleur achat\",\n    ask: \"Meilleure vente\",\n    basisPoints: \"pb\",\n    name: \"Carnet d’ordres\",\n  },\n};\n\nconst COLUMNS = [\"price\", \"size\", \"total\"] as const;\n\ninterface Row extends OrderBookLevelEvent {\n  /** Top of the row, CSS pixels */\n  y: number;\n}\n\ninterface Flash {\n  size: number;\n  at: number;\n  grew: boolean;\n}\n\n/**\n * Creates an order book ladder in `container`: asks, spread row and bids\n * with depth bars, grouping, flashes on changes and a hover summary.\n */\nexport const createOrderBook = (\n  container: HTMLElement,\n  initial: OrderBookOptions = {},\n): OrderBookInstance => {\n  let options = initial;\n  const store = createOrderBookStore();\n  const emitter = createEmitter<OrderBookEventMap>();\n  let fmt: Formatters = createFormatters(options, 2, 4);\n  let finePrice = fmt.price;\n  /** Texts in the locale, resolved on every option update */\n  let texts = localeLabels(LABELS, options.locale, options.labels);\n  let inferred = false;\n  let colors = { up: [0, 0, 0, 1] as Rgba, down: [0, 0, 0, 1] as Rgba };\n  let lastPrice: number | null = null;\n  let previousLast = NaN;\n  let lastDirection = 0;\n  let flashes = new Map<string, Flash>();\n  /** Price range of the rows of the previous frame, per side */\n  const shownRange: Record<OrderBookSide, [number, number]> = {\n    bid: [NaN, NaN],\n    ask: [NaN, NaN],\n  };\n  let drawn = false;\n  let rows: Row[] = [];\n  let hoverAt: [number, number] | null = null;\n  /** Keyboard selection: side and index from the spread */\n  let keyRow: { side: OrderBookSide; index: number } | null = null;\n  let hoverKey = \"\";\n  let hovered: Row | null = null;\n  let rowHeight = 20;\n\n  const host = createHost(container, {\n    className: \"minerva-order-book\",\n    draw,\n    onTheme: () => {\n      colors = sideColors(host.theme, options);\n    },\n  });\n  const { root, doc } = host;\n  root.tabIndex = 0;\n  root.setAttribute(\"role\", \"figure\");\n  root.style.cursor = \"default\";\n\n  const labels = () => texts;\n\n  const refreshFormat = () => {\n    const grouping = options.grouping ?? 0;\n    const raw = inferPriceDecimals(store);\n    fmt = createFormatters(\n      options,\n      grouping > 0 ? Math.max(decimalsOf(grouping), 0) : raw,\n      inferSizeDecimals(store),\n    );\n    // the spread row keeps the raw tick precision (a 0.1 spread is not \"0\")\n    const fine = numberFormat(\n      options.locale,\n      Math.max(fmt.priceDecimals, options.grouping ? raw : 0),\n    );\n    finePrice = options.formatPrice\n      ? fmt.price\n      : (v) => (Number.isFinite(v) ? fine.format(v) : \"–\");\n  };\n\n  const applyTexts = () => {\n    texts = localeLabels(LABELS, options.locale, options.labels);\n    root.setAttribute(\"aria-label\", options.ariaLabel ?? texts.name);\n  };\n\n  const applyOptions = () => {\n    applyTexts();\n    colors = sideColors(host.theme, options);\n    refreshFormat();\n    // grouping changes the rows: no flash for the new buckets\n    flashes = new Map();\n    drawn = false;\n    host.invalidate();\n  };\n\n  /** Levels of a side with their cumulative values */\n  const sideRows = (side: OrderBookSide, limit: number): Row[] => {\n    const { price, size, count } = store.levels(side, {\n      step: options.grouping ?? 0,\n      limit,\n    });\n    const out: Row[] = [];\n    let sum = 0;\n    let notional = 0;\n    for (let i = 0; i < count; i++) {\n      const p = price[i]!;\n      const s = size[i]!;\n      sum += s;\n      notional += s * p;\n      out.push({\n        side,\n        index: i,\n        price: p,\n        size: s,\n        sum,\n        notional,\n        average: notional / sum,\n        y: 0,\n      });\n    }\n    return out;\n  };\n\n  function draw(now: number): boolean {\n    const ctx = host.ctx;\n    if (!ctx) return false;\n    const { width, height, dpr, theme } = host;\n    const l = labels();\n    const mode = options.mode ?? \"both\";\n    const compact = width < 260;\n    const fontSize = options.fontSize ?? (compact ? 11 : 12);\n    const rh = (rowHeight = Math.max(\n      12,\n      options.rowHeight ?? (compact ? 18 : 20),\n    ));\n    const headerH = options.header === false ? 0 : rh + 2;\n    const spreadH = options.spreadRow === false ? 0 : Math.round(rh * 1.7);\n    const imbalanceH = options.imbalance === false ? 0 : 24;\n    const sides = mode === \"both\" ? 2 : 1;\n    const avail = Math.max(0, height - headerH - spreadH - imbalanceH);\n    const perSide = Math.max(0, options.rows ?? Math.floor(avail / rh / sides));\n    const pad = compact ? 6 : 10;\n\n    ctx.setTransform(dpr, 0, 0, dpr, 0, 0);\n    ctx.clearRect(0, 0, width, height);\n\n    const asks = mode === \"bids\" ? [] : sideRows(\"ask\", perSide);\n    const bids = mode === \"asks\" ? [] : sideRows(\"bid\", perSide);\n\n    // vertical layout\n    let y = headerH;\n    const asksTop = y;\n    if (mode !== \"bids\") {\n      for (const row of asks) row.y = asksTop + (perSide - 1 - row.index) * rh;\n      y += perSide * rh;\n    }\n    const spreadY = mode === \"bids\" ? headerH : y;\n    if (mode !== \"bids\") y += spreadH;\n    else y = headerH + spreadH;\n    const bidsTop = y;\n    for (const row of bids) row.y = bidsTop + row.index * rh;\n    rows = [...asks, ...bids];\n    const spreadTop = mode === \"asks\" ? asksTop + perSide * rh : spreadY;\n\n    // columns\n    const cols = (options.columns ?? COLUMNS).filter(\n      (c, i, all) => all.indexOf(c) === i,\n    );\n    const shownCols = compact && cols.length > 2 ? cols.slice(0, 2) : cols;\n    const n = shownCols.length;\n    const inner = width - pad * 2;\n    const colX = shownCols.map((_, j) =>\n      j === 0\n        ? pad\n        : pad + inner * (j === n - 1 ? 1 : 0.24 + (0.76 * j) / (n - 1)),\n    );\n\n    // depth bar scale\n    const barsMode = options.depthBars ?? \"cumulative\";\n    let barMax = 0;\n    for (const row of rows) {\n      barMax = Math.max(barMax, barsMode === \"level\" ? row.size : row.sum);\n    }\n\n    // flashes: compare with the sizes of the previous frame\n    const flash = options.flash !== false;\n    const duration = Math.max(1, options.flashDuration ?? 450);\n    const nextFlashes = new Map<string, Flash>();\n    let animating = false;\n    const inside = (row: Row) => {\n      const range = shownRange[row.side];\n      return drawn && row.price > range[0] && row.price < range[1];\n    };\n    for (const row of rows) {\n      const key = `${row.side}:${row.price}`;\n      const previous = flashes.get(key);\n      let entry: Flash;\n      // a level scrolling into view is not new: only levels appearing\n      // between the rows already shown flash\n      if (!previous)\n        entry = {\n          size: row.size,\n          at: inside(row) ? now : -Infinity,\n          grew: true,\n        };\n      else if (previous.size !== row.size)\n        entry = { size: row.size, at: now, grew: row.size > previous.size };\n      else entry = previous;\n      nextFlashes.set(key, entry);\n    }\n    flashes = nextFlashes;\n    drawn = true;\n    for (const side of [\"bid\", \"ask\"] as const) {\n      const list = side === \"bid\" ? bids : asks;\n      const prices = list.map((r) => r.price);\n      shownRange[side] = prices.length\n        ? [Math.min(...prices), Math.max(...prices)]\n        : [NaN, NaN];\n    }\n\n    // hover: rows from the spread to the hovered one\n    hovered = null;\n    if (hoverAt) {\n      const [hx, hy] = hoverAt;\n      if (hx >= 0 && hx <= width)\n        hovered = rows.find((r) => hy >= r.y && hy < r.y + rh) ?? null;\n    } else if (keyRow) {\n      const list = keyRow.side === \"ask\" ? asks : bids;\n      hovered = list[Math.min(keyRow.index, list.length - 1)] ?? null;\n    }\n\n    const threshold = options.largeOrderThreshold ?? Infinity;\n    const text = toCss(theme.text);\n    const muted = toCss(theme.textMuted);\n\n    // header\n    if (headerH) {\n      ctx.font = fontOf(theme, options, 400, fontSize - 1);\n      ctx.fillStyle = muted;\n      ctx.textBaseline = \"middle\";\n      shownCols.forEach((c, j) => {\n        ctx.textAlign = j === 0 ? \"left\" : \"right\";\n        ctx.fillText(l[c], colX[j]!, rh / 2 + 1);\n      });\n    }\n\n    // rows\n    for (const row of rows) {\n      const color = row.side === \"bid\" ? colors.up : colors.down;\n      const key = `${row.side}:${row.price}`;\n      const large = row.size >= threshold;\n      // hover band (cumulative selection)\n      if (hovered && hovered.side === row.side && row.index <= hovered.index) {\n        ctx.fillStyle = toCss(theme.text, row === hovered ? 0.09 : 0.045);\n        ctx.fillRect(0, row.y, width, rh);\n      }\n      // depth bar\n      if (barsMode !== \"none\" && barMax > 0) {\n        const value = barsMode === \"level\" ? row.size : row.sum;\n        const w = (value / barMax) * width;\n        ctx.fillStyle = toCss(color, 0.14);\n        ctx.fillRect(width - w, row.y + 1, w, rh - 2);\n      }\n      if (large) {\n        ctx.fillStyle = toCss(color, 0.16);\n        ctx.fillRect(0, row.y + 1, width, rh - 2);\n        ctx.fillStyle = toCss(color);\n        ctx.fillRect(0, row.y + 2, 3, rh - 4);\n      }\n      // flash: behind the size that changed (a whole-row flash makes a\n      // ladder at 200 updates/s flicker)\n      const f = flashes.get(key);\n      let flashAlpha = 0;\n      if (flash && f && Number.isFinite(f.at)) {\n        const age = (now - f.at) / duration;\n        if (age < 1) {\n          flashAlpha = (1 - age) * (1 - age);\n          animating = true;\n        }\n      }\n      // texts\n      ctx.textBaseline = \"middle\";\n      const ty = row.y + rh / 2 + 0.5;\n      shownCols.forEach((c, j) => {\n        ctx.textAlign = j === 0 ? \"left\" : \"right\";\n        if (c === \"price\") {\n          ctx.font = fontOf(theme, options, 500, fontSize);\n          ctx.fillStyle = toCss(color);\n          ctx.fillText(\n            fmt.price(row.price),\n            colX[j]! + (large && j === 0 ? 4 : 0),\n            ty,\n          );\n        } else if (c === \"size\") {\n          ctx.font = fontOf(theme, options, large ? 700 : 400, fontSize);\n          const label = fmt.size(row.size);\n          if (flashAlpha > 0 && f) {\n            const w = ctx.measureText(label).width + 10;\n            const x = j === 0 ? colX[j]! - 5 : colX[j]! - w + 5;\n            ctx.fillStyle = toCss(\n              f.grew ? color : theme.textMuted,\n              (f.grew ? 0.45 : 0.3) * flashAlpha,\n            );\n            roundRect(ctx, x, row.y + 2, w, rh - 4, 3);\n            ctx.fill();\n          }\n          ctx.fillStyle = text;\n          ctx.fillText(label, colX[j]!, ty);\n        } else {\n          ctx.font = fontOf(theme, options, 400, fontSize);\n          ctx.fillStyle = muted;\n          ctx.fillText(\n            options.total === \"quote\"\n              ? fmt.notional(row.notional)\n              : fmt.total(row.sum),\n            colX[j]!,\n            ty,\n          );\n        }\n      });\n    }\n    if (hovered) {\n      // edge of the selection\n      ctx.strokeStyle = toCss(theme.textMuted, 0.7);\n      ctx.setLineDash([3, 3]);\n      ctx.beginPath();\n      const edge =\n        hovered.side === \"bid\" ? hovered.y + rh - 0.5 : hovered.y + 0.5;\n      ctx.moveTo(0, edge);\n      ctx.lineTo(width, edge);\n      ctx.stroke();\n      ctx.setLineDash([]);\n    }\n\n    // spread row\n    if (spreadH) {\n      const mid = store.mid();\n      const shown = lastPrice ?? mid;\n      if (Number.isFinite(shown) && shown !== previousLast) {\n        if (Number.isFinite(previousLast))\n          lastDirection =\n            shown > previousLast\n              ? 1\n              : shown < previousLast\n                ? -1\n                : lastDirection;\n        previousLast = shown;\n      }\n      const sy = spreadTop;\n      ctx.fillStyle = toCss(theme.text, 0.035);\n      ctx.fillRect(0, sy, width, spreadH);\n      ctx.strokeStyle = toCss(theme.grid);\n      ctx.beginPath();\n      ctx.moveTo(0, Math.round(sy) + 0.5);\n      ctx.lineTo(width, Math.round(sy) + 0.5);\n      ctx.moveTo(0, Math.round(sy + spreadH) - 0.5);\n      ctx.lineTo(width, Math.round(sy + spreadH) - 0.5);\n      ctx.stroke();\n      const dirColor =\n        lastDirection > 0\n          ? colors.up\n          : lastDirection < 0\n            ? colors.down\n            : theme.text;\n      const cy = sy + spreadH / 2 + 0.5;\n      ctx.textBaseline = \"middle\";\n      ctx.textAlign = \"left\";\n      ctx.font = fontOf(theme, options, 700, fontSize + (compact ? 2 : 4));\n      ctx.fillStyle = toCss(dirColor);\n      const priceText = finePrice(shown);\n      ctx.fillText(priceText, pad, cy);\n      let x = pad + ctx.measureText(priceText).width + 6;\n      if (lastDirection !== 0) {\n        // arrow of the last move\n        const s = compact ? 4 : 5;\n        ctx.beginPath();\n        if (lastDirection > 0) {\n          ctx.moveTo(x, cy + s * 0.6);\n          ctx.lineTo(x + s, cy - s * 0.7);\n          ctx.lineTo(x + s * 2, cy + s * 0.6);\n        } else {\n          ctx.moveTo(x, cy - s * 0.6);\n          ctx.lineTo(x + s, cy + s * 0.7);\n          ctx.lineTo(x + s * 2, cy - s * 0.6);\n        }\n        ctx.closePath();\n        ctx.fill();\n        x += s * 2 + 6;\n      }\n      const spread = store.spread();\n      if (Number.isFinite(spread)) {\n        ctx.textAlign = \"right\";\n        ctx.font = fontOf(theme, options, 400, fontSize - 1);\n        const bps = (spread / mid) * 1e4;\n        const right = `${finePrice(spread)} · ${fmt.fixed(bps, bps < 10 ? 2 : 1)} ${l.basisPoints}`;\n        ctx.fillStyle = text;\n        ctx.fillText(right, width - pad, cy);\n        if (!compact) {\n          const rw = ctx.measureText(right).width;\n          ctx.fillStyle = muted;\n          const label = `${l.spread}`;\n          if (width - pad - rw - 8 - ctx.measureText(label).width > x)\n            ctx.fillText(label, width - pad - rw - 8, cy);\n        }\n      }\n    }\n\n    // imbalance bar\n    if (imbalanceH) {\n      let bidSum = 0;\n      let askSum = 0;\n      for (const r of bids) bidSum += r.size;\n      for (const r of asks) askSum += r.size;\n      const all = bidSum + askSum;\n      const share = all > 0 ? bidSum / all : 0.5;\n      const by = height - imbalanceH + 6;\n      const bh = imbalanceH - 10;\n      const bw = width - pad * 2;\n      const split = pad + bw * share;\n      ctx.save();\n      roundRect(ctx, pad, by, bw, bh, 3);\n      ctx.clip();\n      ctx.fillStyle = toCss(colors.up, 0.22);\n      ctx.fillRect(pad, by, split - pad, bh);\n      ctx.fillStyle = toCss(colors.down, 0.22);\n      ctx.fillRect(split, by, pad + bw - split, bh);\n      ctx.restore();\n      ctx.fillStyle = toCss(theme.background);\n      ctx.fillRect(split - 1, by, 2, bh);\n      ctx.font = fontOf(theme, options, 600, fontSize - 1);\n      ctx.textBaseline = \"middle\";\n      ctx.textAlign = \"left\";\n      ctx.fillStyle = toCss(colors.up);\n      const mid = by + bh / 2 + 0.5;\n      ctx.fillText(\n        `${l.buyShare} ${fmt.percent(share, 1, false)}`,\n        pad + 6,\n        mid,\n      );\n      ctx.textAlign = \"right\";\n      ctx.fillStyle = toCss(colors.down);\n      ctx.fillText(\n        `${fmt.percent(1 - share, 1, false)} ${l.sellShare}`,\n        pad + bw - 6,\n        mid,\n      );\n    }\n\n    // tooltip and hover event\n    if (hovered && options.tooltip !== false) {\n      const color = hovered.side === \"bid\" ? colors.up : colors.down;\n      tooltipHtml(\n        doc,\n        host.tooltip,\n        { text: fmt.price(hovered.price), color: toCss(color) },\n        [\n          [l.average, finePrice(hovered.average)],\n          [l.sum, fmt.total(hovered.sum)],\n          [l.notional, fmt.notional(hovered.notional)],\n        ],\n      );\n      host.tooltip.style.display = \"block\";\n      const ax = hoverAt ? hoverAt[0] : width * 0.4;\n      host.placeTooltip(\n        host.tooltip,\n        ax,\n        hovered.y + rh / 2,\n        ax > width / 2 ? \"left\" : \"right\",\n      );\n    } else {\n      host.tooltip.style.display = \"none\";\n    }\n    const key = hovered\n      ? `${hovered.side}|${hovered.index}|${hovered.price}|${hovered.size}|${hovered.sum}`\n      : \"\";\n    if (key !== hoverKey) {\n      hoverKey = key;\n      emitter.emit(\"hover\", hovered ? toEvent(hovered) : null);\n    }\n\n    const bb = store.bestBid();\n    const ba = store.bestAsk();\n    host.describe(\n      `${options.ariaLabel ?? l.name}. ${l.bid} ${finePrice(bb)}, ${l.ask} ${finePrice(ba)}, ${l.spread} ${finePrice(ba - bb)}.`,\n    );\n    return animating;\n  }\n\n  const toEvent = (row: Row): OrderBookLevelEvent => ({\n    side: row.side,\n    index: row.index,\n    price: row.price,\n    size: row.size,\n    sum: row.sum,\n    notional: row.notional,\n    average: row.average,\n  });\n\n  // ---------------------------------------------------------- interaction\n\n  const onPointerMove = (event: PointerEvent) => {\n    hoverAt = localPoint(root, event);\n    keyRow = null;\n    host.invalidate();\n  };\n  const onPointerLeave = () => {\n    hoverAt = null;\n    host.invalidate();\n  };\n  const onClick = (event: MouseEvent) => {\n    const [x, y] = localPoint(root, event);\n    const row = rows.find((r) => y >= r.y && y < r.y + rowHeight);\n    if (row && x >= 0) emitter.emit(\"levelClick\", toEvent(row));\n  };\n  const onKeyDown = (event: KeyboardEvent) => {\n    const order: { side: OrderBookSide; index: number }[] = [];\n    const asks = rows.filter((r) => r.side === \"ask\");\n    const bids = rows.filter((r) => r.side === \"bid\");\n    for (let i = asks.length - 1; i >= 0; i--)\n      order.push({ side: \"ask\", index: i });\n    for (let i = 0; i < bids.length; i++) order.push({ side: \"bid\", index: i });\n    if (!order.length) return;\n    const current = keyRow\n      ? order.findIndex(\n          (o) => o.side === keyRow!.side && o.index === keyRow!.index,\n        )\n      : -1;\n    switch (event.key) {\n      case \"ArrowDown\":\n      case \"ArrowUp\": {\n        const down = event.key === \"ArrowDown\";\n        // first press: the best level on that side of the spread\n        const next =\n          current >= 0\n            ? clamp(current + (down ? 1 : -1), 0, order.length - 1)\n            : down\n              ? Math.min(asks.length, order.length - 1)\n              : Math.max(0, asks.length - 1);\n        keyRow = order[next] ?? null;\n        hoverAt = null;\n        host.invalidate();\n        break;\n      }\n      case \"Enter\":\n      case \" \":\n        if (hovered) emitter.emit(\"levelClick\", toEvent(hovered));\n        break;\n      case \"Escape\":\n        keyRow = null;\n        host.invalidate();\n        break;\n      default:\n        return;\n    }\n    event.preventDefault();\n  };\n  const onBlur = () => {\n    if (keyRow) {\n      keyRow = null;\n      host.invalidate();\n    }\n  };\n  root.addEventListener(\"pointermove\", onPointerMove);\n  root.addEventListener(\"pointerleave\", onPointerLeave);\n  root.addEventListener(\"click\", onClick);\n  root.addEventListener(\"keydown\", onKeyDown);\n  root.addEventListener(\"blur\", onBlur);\n\n  const changed = () => {\n    if (!inferred && store.count(\"bid\") + store.count(\"ask\") > 0) {\n      inferred = true;\n      refreshFormat();\n    }\n    host.invalidate();\n  };\n\n  const instance: OrderBookInstance = {\n    setBook(snapshot) {\n      store.setSnapshot(snapshot);\n      inferred = false;\n      changed();\n    },\n    applyDeltas(deltas) {\n      if (applyDeltas(store, deltas)) changed();\n    },\n    clear() {\n      store.clear();\n      inferred = false;\n      flashes = new Map();\n      drawn = false;\n      host.invalidate();\n    },\n    setLastPrice(price) {\n      lastPrice = price !== null && Number.isFinite(price) ? price : null;\n      host.invalidate();\n    },\n    setOptions(next) {\n      const regroup =\n        (next.grouping ?? 0) !== (options.grouping ?? 0) ||\n        next.mode !== options.mode;\n      options = next;\n      if (regroup) applyOptions();\n      else {\n        applyTexts();\n        colors = sideColors(host.theme, options);\n        refreshFormat();\n        host.invalidate();\n      }\n    },\n    getStore: () => store,\n    on: (event, handler) => emitter.on(event, handler),\n    resize() {\n      host.invalidate();\n    },\n    destroy() {\n      root.removeEventListener(\"pointermove\", onPointerMove);\n      root.removeEventListener(\"pointerleave\", onPointerLeave);\n      root.removeEventListener(\"click\", onClick);\n      root.removeEventListener(\"keydown\", onKeyDown);\n      root.removeEventListener(\"blur\", onBlur);\n      emitter.clear();\n      host.destroy();\n    },\n  };\n  applyOptions();\n  return 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package/dist/charts/engine/orderbook/ladder.d.cts

@@ -0,0 +1,6 @@
+import { OrderBookInstance, OrderBookOptions } from './types.cjs';
+/**
+ * Creates an order book ladder in `container`: asks, spread row and bids
+ * with depth bars, grouping, flashes on changes and a hover summary.
+ */
+export declare const createOrderBook: (container: HTMLElement, initial?: OrderBookOptions) => OrderBookInstance;

package/dist/charts/engine/orderbook/ladder.d.ts

@@ -0,0 +1,6 @@
+import { OrderBookInstance, OrderBookOptions } from './types.js';
+/**
+ * Creates an order book ladder in `container`: asks, spread row and bids
+ * with depth bars, grouping, flashes on changes and a hover summary.
+ */
+export declare const createOrderBook: (container: HTMLElement, initial?: OrderBookOptions) => OrderBookInstance;

package/dist/charts/engine/orderbook/ladder.js

@@ -0,0 +1,341 @@
+import { toCss as e } from "../color.js";
+import { localeLabels as t } from "../locale.js";
+import { applyDeltas as n, createOrderBookStore as r, decimalsOf as i, inferPriceDecimals as a, inferSizeDecimals as o } from "./book.js";
+import { clamp as s, createFormatters as c, fontOf as l, numberFormat as u, roundRect as d, sideColors as f } from "./format.js";
+import { createEmitter as p, createHost as m, localPoint as h, tooltipHtml as g } from "./host.js";
+//#region src/engine/orderbook/ladder.ts
+var _ = {
+	en: {
+		price: "Price",
+		size: "Size",
+		total: "Total",
+		spread: "Spread",
+		average: "Avg. price",
+		sum: "Sum",
+		notional: "Notional",
+		buyShare: "B",
+		sellShare: "S",
+		bid: "Bid",
+		ask: "Ask",
+		basisPoints: "bp",
+		name: "Order book"
+	},
+	zh: {
+		price: "价格",
+		size: "数量",
+		total: "累计",
+		spread: "价差",
+		average: "均价",
+		sum: "累计数量",
+		notional: "累计金额",
+		buyShare: "买",
+		sellShare: "卖",
+		bid: "买一",
+		ask: "卖一",
+		basisPoints: "基点",
+		name: "订单簿"
+	},
+	ja: {
+		price: "価格",
+		size: "数量",
+		total: "累計",
+		spread: "スプレッド",
+		average: "平均価格",
+		sum: "累計数量",
+		notional: "累計金額",
+		buyShare: "買",
+		sellShare: "売",
+		bid: "最良買気配",
+		ask: "最良売気配",
+		basisPoints: "bp",
+		name: "板情報"
+	},
+	fr: {
+		price: "Prix",
+		size: "Quantité",
+		total: "Cumul",
+		spread: "Écart",
+		average: "Prix moyen",
+		sum: "Somme",
+		notional: "Montant",
+		buyShare: "A",
+		sellShare: "V",
+		bid: "Meilleur achat",
+		ask: "Meilleure vente",
+		basisPoints: "pb",
+		name: "Carnet d’ordres"
+	}
+}, v = [
+	"price",
+	"size",
+	"total"
+], y = (y, ee = {}) => {
+	let b = ee, x = r(), S = p(), C = c(b, 2, 4), w = C.price, T = t(_, b.locale, b.labels), E = !1, D = {
+		up: [
+			0,
+			0,
+			0,
+			1
+		],
+		down: [
+			0,
+			0,
+			0,
+			1
+		]
+	}, O = null, k = NaN, A = 0, j = /* @__PURE__ */ new Map(), te = {
+		bid: [NaN, NaN],
+		ask: [NaN, NaN]
+	}, M = !1, N = [], P = null, F = null, I = "", L = null, ne = 20, R = m(y, {
+		className: "minerva-order-book",
+		draw: oe,
+		onTheme: () => {
+			D = f(R.theme, b);
+		}
+	}), { root: z, doc: re } = R;
+	z.tabIndex = 0, z.setAttribute("role", "figure"), z.style.cursor = "default";
+	let ie = () => T, B = () => {
+		let e = b.grouping ?? 0, t = a(x);
+		C = c(b, e > 0 ? Math.max(i(e), 0) : t, o(x));
+		let n = u(b.locale, Math.max(C.priceDecimals, b.grouping ? t : 0));
+		w = b.formatPrice ? C.price : (e) => Number.isFinite(e) ? n.format(e) : "–";
+	}, V = () => {
+		T = t(_, b.locale, b.labels), z.setAttribute("aria-label", b.ariaLabel ?? T.name);
+	}, H = () => {
+		V(), D = f(R.theme, b), B(), j = /* @__PURE__ */ new Map(), M = !1, R.invalidate();
+	}, ae = (e, t) => {
+		let { price: n, size: r, count: i } = x.levels(e, {
+			step: b.grouping ?? 0,
+			limit: t
+		}), a = [], o = 0, s = 0;
+		for (let t = 0; t < i; t++) {
+			let i = n[t], c = r[t];
+			o += c, s += c * i, a.push({
+				side: e,
+				index: t,
+				price: i,
+				size: c,
+				sum: o,
+				notional: s,
+				average: s / o,
+				y: 0
+			});
+		}
+		return a;
+	};
+	function oe(t) {
+		let n = R.ctx;
+		if (!n) return !1;
+		let { width: r, height: i, dpr: a, theme: o } = R, s = ie(), c = b.mode ?? "both", u = r < 260, f = b.fontSize ?? (u ? 11 : 12), p = ne = Math.max(12, b.rowHeight ?? (u ? 18 : 20)), m = b.header === !1 ? 0 : p + 2, h = b.spreadRow === !1 ? 0 : Math.round(p * 1.7), _ = b.imbalance === !1 ? 0 : 24, y = c === "both" ? 2 : 1, ee = Math.max(0, i - m - h - _), T = Math.max(0, b.rows ?? Math.floor(ee / p / y)), E = u ? 6 : 10;
+		n.setTransform(a, 0, 0, a, 0, 0), n.clearRect(0, 0, r, i);
+		let z = c === "bids" ? [] : ae("ask", T), B = c === "asks" ? [] : ae("bid", T), V = m, H = V;
+		if (c !== "bids") {
+			for (let e of z) e.y = H + (T - 1 - e.index) * p;
+			V += T * p;
+		}
+		let oe = c === "bids" ? m : V;
+		c === "bids" ? V = m + h : V += h;
+		let W = V;
+		for (let e of B) e.y = W + e.index * p;
+		N = [...z, ...B];
+		let G = c === "asks" ? H + T * p : oe, K = (b.columns ?? v).filter((e, t, n) => n.indexOf(e) === t), q = u && K.length > 2 ? K.slice(0, 2) : K, J = q.length, Y = r - E * 2, X = q.map((e, t) => t === 0 ? E : E + Y * (t === J - 1 ? 1 : .24 + .76 * t / (J - 1))), Z = b.depthBars ?? "cumulative", Q = 0;
+		for (let e of N) Q = Math.max(Q, Z === "level" ? e.size : e.sum);
+		let se = b.flash !== !1, ce = Math.max(1, b.flashDuration ?? 450), le = /* @__PURE__ */ new Map(), ue = !1, de = (e) => {
+			let t = te[e.side];
+			return M && e.price > t[0] && e.price < t[1];
+		};
+		for (let e of N) {
+			let n = `${e.side}:${e.price}`, r = j.get(n), i;
+			i = r ? r.size === e.size ? r : {
+				size: e.size,
+				at: t,
+				grew: e.size > r.size
+			} : {
+				size: e.size,
+				at: de(e) ? t : -Infinity,
+				grew: !0
+			}, le.set(n, i);
+		}
+		j = le, M = !0;
+		for (let e of ["bid", "ask"]) {
+			let t = (e === "bid" ? B : z).map((e) => e.price);
+			te[e] = t.length ? [Math.min(...t), Math.max(...t)] : [NaN, NaN];
+		}
+		if (L = null, P) {
+			let [e, t] = P;
+			e >= 0 && e <= r && (L = N.find((e) => t >= e.y && t < e.y + p) ?? null);
+		} else if (F) {
+			let e = F.side === "ask" ? z : B;
+			L = e[Math.min(F.index, e.length - 1)] ?? null;
+		}
+		let fe = b.largeOrderThreshold ?? Infinity, pe = e(o.text), $ = e(o.textMuted);
+		m && (n.font = l(o, b, 400, f - 1), n.fillStyle = $, n.textBaseline = "middle", q.forEach((e, t) => {
+			n.textAlign = t === 0 ? "left" : "right", n.fillText(s[e], X[t], p / 2 + 1);
+		}));
+		for (let i of N) {
+			let a = i.side === "bid" ? D.up : D.down, s = `${i.side}:${i.price}`, c = i.size >= fe;
+			if (L && L.side === i.side && i.index <= L.index && (n.fillStyle = e(o.text, i === L ? .09 : .045), n.fillRect(0, i.y, r, p)), Z !== "none" && Q > 0) {
+				let t = (Z === "level" ? i.size : i.sum) / Q * r;
+				n.fillStyle = e(a, .14), n.fillRect(r - t, i.y + 1, t, p - 2);
+			}
+			c && (n.fillStyle = e(a, .16), n.fillRect(0, i.y + 1, r, p - 2), n.fillStyle = e(a), n.fillRect(0, i.y + 2, 3, p - 4));
+			let u = j.get(s), m = 0;
+			if (se && u && Number.isFinite(u.at)) {
+				let e = (t - u.at) / ce;
+				e < 1 && (m = (1 - e) * (1 - e), ue = !0);
+			}
+			n.textBaseline = "middle";
+			let h = i.y + p / 2 + .5;
+			q.forEach((t, r) => {
+				if (n.textAlign = r === 0 ? "left" : "right", t === "price") n.font = l(o, b, 500, f), n.fillStyle = e(a), n.fillText(C.price(i.price), X[r] + (c && r === 0 ? 4 : 0), h);
+				else if (t === "size") {
+					n.font = l(o, b, c ? 700 : 400, f);
+					let t = C.size(i.size);
+					if (m > 0 && u) {
+						let s = n.measureText(t).width + 10, c = r === 0 ? X[r] - 5 : X[r] - s + 5;
+						n.fillStyle = e(u.grew ? a : o.textMuted, (u.grew ? .45 : .3) * m), d(n, c, i.y + 2, s, p - 4, 3), n.fill();
+					}
+					n.fillStyle = pe, n.fillText(t, X[r], h);
+				} else n.font = l(o, b, 400, f), n.fillStyle = $, n.fillText(b.total === "quote" ? C.notional(i.notional) : C.total(i.sum), X[r], h);
+			});
+		}
+		if (L) {
+			n.strokeStyle = e(o.textMuted, .7), n.setLineDash([3, 3]), n.beginPath();
+			let t = L.side === "bid" ? L.y + p - .5 : L.y + .5;
+			n.moveTo(0, t), n.lineTo(r, t), n.stroke(), n.setLineDash([]);
+		}
+		if (h) {
+			let t = x.mid(), i = O ?? t;
+			Number.isFinite(i) && i !== k && (Number.isFinite(k) && (A = i > k ? 1 : i < k ? -1 : A), k = i);
+			let a = G;
+			n.fillStyle = e(o.text, .035), n.fillRect(0, a, r, h), n.strokeStyle = e(o.grid), n.beginPath(), n.moveTo(0, Math.round(a) + .5), n.lineTo(r, Math.round(a) + .5), n.moveTo(0, Math.round(a + h) - .5), n.lineTo(r, Math.round(a + h) - .5), n.stroke();
+			let c = A > 0 ? D.up : A < 0 ? D.down : o.text, d = a + h / 2 + .5;
+			n.textBaseline = "middle", n.textAlign = "left", n.font = l(o, b, 700, f + (u ? 2 : 4)), n.fillStyle = e(c);
+			let p = w(i);
+			n.fillText(p, E, d);
+			let m = E + n.measureText(p).width + 6;
+			if (A !== 0) {
+				let e = u ? 4 : 5;
+				n.beginPath(), A > 0 ? (n.moveTo(m, d + e * .6), n.lineTo(m + e, d - e * .7), n.lineTo(m + e * 2, d + e * .6)) : (n.moveTo(m, d - e * .6), n.lineTo(m + e, d + e * .7), n.lineTo(m + e * 2, d - e * .6)), n.closePath(), n.fill(), m += e * 2 + 6;
+			}
+			let g = x.spread();
+			if (Number.isFinite(g)) {
+				n.textAlign = "right", n.font = l(o, b, 400, f - 1);
+				let e = g / t * 1e4, i = `${w(g)} · ${C.fixed(e, e < 10 ? 2 : 1)} ${s.basisPoints}`;
+				if (n.fillStyle = pe, n.fillText(i, r - E, d), !u) {
+					let e = n.measureText(i).width;
+					n.fillStyle = $;
+					let t = `${s.spread}`;
+					r - E - e - 8 - n.measureText(t).width > m && n.fillText(t, r - E - e - 8, d);
+				}
+			}
+		}
+		if (_) {
+			let t = 0, a = 0;
+			for (let e of B) t += e.size;
+			for (let e of z) a += e.size;
+			let c = t + a, u = c > 0 ? t / c : .5, p = i - _ + 6, m = _ - 10, h = r - E * 2, g = E + h * u;
+			n.save(), d(n, E, p, h, m, 3), n.clip(), n.fillStyle = e(D.up, .22), n.fillRect(E, p, g - E, m), n.fillStyle = e(D.down, .22), n.fillRect(g, p, E + h - g, m), n.restore(), n.fillStyle = e(o.background), n.fillRect(g - 1, p, 2, m), n.font = l(o, b, 600, f - 1), n.textBaseline = "middle", n.textAlign = "left", n.fillStyle = e(D.up);
+			let v = p + m / 2 + .5;
+			n.fillText(`${s.buyShare} ${C.percent(u, 1, !1)}`, E + 6, v), n.textAlign = "right", n.fillStyle = e(D.down), n.fillText(`${C.percent(1 - u, 1, !1)} ${s.sellShare}`, E + h - 6, v);
+		}
+		if (L && b.tooltip !== !1) {
+			let t = L.side === "bid" ? D.up : D.down;
+			g(re, R.tooltip, {
+				text: C.price(L.price),
+				color: e(t)
+			}, [
+				[s.average, w(L.average)],
+				[s.sum, C.total(L.sum)],
+				[s.notional, C.notional(L.notional)]
+			]), R.tooltip.style.display = "block";
+			let n = P ? P[0] : r * .4;
+			R.placeTooltip(R.tooltip, n, L.y + p / 2, n > r / 2 ? "left" : "right");
+		} else R.tooltip.style.display = "none";
+		let me = L ? `${L.side}|${L.index}|${L.price}|${L.size}|${L.sum}` : "";
+		me !== I && (I = me, S.emit("hover", L ? U(L) : null));
+		let he = x.bestBid(), ge = x.bestAsk();
+		return R.describe(`${b.ariaLabel ?? s.name}. ${s.bid} ${w(he)}, ${s.ask} ${w(ge)}, ${s.spread} ${w(ge - he)}.`), ue;
+	}
+	let U = (e) => ({
+		side: e.side,
+		index: e.index,
+		price: e.price,
+		size: e.size,
+		sum: e.sum,
+		notional: e.notional,
+		average: e.average
+	}), W = (e) => {
+		P = h(z, e), F = null, R.invalidate();
+	}, G = () => {
+		P = null, R.invalidate();
+	}, K = (e) => {
+		let [t, n] = h(z, e), r = N.find((e) => n >= e.y && n < e.y + ne);
+		r && t >= 0 && S.emit("levelClick", U(r));
+	}, q = (e) => {
+		let t = [], n = N.filter((e) => e.side === "ask"), r = N.filter((e) => e.side === "bid");
+		for (let e = n.length - 1; e >= 0; e--) t.push({
+			side: "ask",
+			index: e
+		});
+		for (let e = 0; e < r.length; e++) t.push({
+			side: "bid",
+			index: e
+		});
+		if (!t.length) return;
+		let i = F ? t.findIndex((e) => e.side === F.side && e.index === F.index) : -1;
+		switch (e.key) {
+			case "ArrowDown":
+			case "ArrowUp": {
+				let r = e.key === "ArrowDown";
+				F = t[i >= 0 ? s(i + (r ? 1 : -1), 0, t.length - 1) : r ? Math.min(n.length, t.length - 1) : Math.max(0, n.length - 1)] ?? null, P = null, R.invalidate();
+				break;
+			}
+			case "Enter":
+			case " ":
+				L && S.emit("levelClick", U(L));
+				break;
+			case "Escape":
+				F = null, R.invalidate();
+				break;
+			default: return;
+		}
+		e.preventDefault();
+	}, J = () => {
+		F && (F = null, R.invalidate());
+	};
+	z.addEventListener("pointermove", W), z.addEventListener("pointerleave", G), z.addEventListener("click", K), z.addEventListener("keydown", q), z.addEventListener("blur", J);
+	let Y = () => {
+		!E && x.count("bid") + x.count("ask") > 0 && (E = !0, B()), R.invalidate();
+	};
+	return H(), {
+		setBook(e) {
+			x.setSnapshot(e), E = !1, Y();
+		},
+		applyDeltas(e) {
+			n(x, e) && Y();
+		},
+		clear() {
+			x.clear(), E = !1, j = /* @__PURE__ */ new Map(), M = !1, R.invalidate();
+		},
+		setLastPrice(e) {
+			O = e !== null && Number.isFinite(e) ? e : null, R.invalidate();
+		},
+		setOptions(e) {
+			let t = (e.grouping ?? 0) !== (b.grouping ?? 0) || e.mode !== b.mode;
+			b = e, t ? H() : (V(), D = f(R.theme, b), B(), R.invalidate());
+		},
+		getStore: () => x,
+		on: (e, t) => S.on(e, t),
+		resize() {
+			R.invalidate();
+		},
+		destroy() {
+			z.removeEventListener("pointermove", W), z.removeEventListener("pointerleave", G), z.removeEventListener("click", K), z.removeEventListener("keydown", q), z.removeEventListener("blur", J), S.clear(), R.destroy();
+		}
+	};
+};
+//#endregion
+export { y as createOrderBook };
+
+//# sourceMappingURL=ladder.js.map

package/dist/charts/engine/orderbook/ladder.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"ladder.js","names":["LABELS","COLUMNS","createOrderBook","options","initial","store","createOrderBookStore","emitter","createEmitter","fmt","createFormatters","finePrice","texts","localeLabels","inferred","colors","lastPrice","previousLast","lastDirection","flashes","shownRange","drawn","rows","hoverAt","keyRow","hoverKey","hovered","rowHeight","host","createHost","container","sideColors","root","labels","refreshFormat","grouping","raw","inferPriceDecimals","decimalsOf","inferSizeDecimals","fine","numberFormat","v","applyTexts","applyOptions","sideRows","side","out","sum","notional","i","count","p","price","s","size","draw","ctx","l","mode","compact","width","fontSize","rh","headerH","spreadH","imbalanceH","sides","avail","height","perSide","pad","dpr","asks","bids","y","asksTop","row","spreadY","bidsTop","spreadTop","cols","all","c","shownCols","n","inner","colX","j","barsMode","barMax","flash","duration","nextFlashes","animating","inside","range","key","previous","entry","now","prices","r","hx","hy","list","threshold","text","toCss","theme","muted","fontOf","color","large","w","f","flashAlpha","age","ty","label","x","roundRect","edge","mid","shown","sy","dirColor","cy","priceText","spread","bps","right","rw","bidSum","askSum","share","by","bh","bw","split","tooltipHtml","doc","ax","toEvent","bb","ba","onPointerMove","localPoint","event","onPointerLeave","onClick","onKeyDown","order","current","o","down","clamp","onBlur","changed","snapshot","applyDeltas","deltas","regroup","next","handler"],"sources":["../../../../../charts/src/engine/orderbook/ladder.ts"],"sourcesContent":["// createOrderBook: the price ladder (asks above the spread row, bids below)\n// drawn with Canvas2D. Any number of deltas between two frames cost one\n// draw of the visible rows; changed levels flash, walls stand out, hovering\n// sums the levels up to the pointer.\n\nimport { toCss, type Rgba } from \"../color\";\nimport {\n  applyDeltas,\n  createOrderBookStore,\n  decimalsOf,\n  inferPriceDecimals,\n  inferSizeDecimals,\n} from \"./book\";\nimport {\n  clamp,\n  createFormatters,\n  fontOf,\n  numberFormat,\n  roundRect,\n  sideColors,\n  type Formatters,\n} from \"./format\";\nimport { localeLabels, type LabelDictionary } from \"../locale\";\nimport { createEmitter, createHost, localPoint, tooltipHtml } from \"./host\";\nimport type {\n  OrderBookEventMap,\n  OrderBookInstance,\n  OrderBookLabels,\n  OrderBookLevelEvent,\n  OrderBookOptions,\n  OrderBookSide,\n} from \"./types\";\n\nconst LABELS: LabelDictionary<OrderBookLabels> = {\n  en: {\n    price: \"Price\",\n    size: \"Size\",\n    total: \"Total\",\n    spread: \"Spread\",\n    average: \"Avg. price\",\n    sum: \"Sum\",\n    notional: \"Notional\",\n    buyShare: \"B\",\n    sellShare: \"S\",\n    bid: \"Bid\",\n    ask: \"Ask\",\n    basisPoints: \"bp\",\n    name: \"Order book\",\n  },\n  zh: {\n    price: \"价格\",\n    size: \"数量\",\n    total: \"累计\",\n    spread: \"价差\",\n    average: \"均价\",\n    sum: \"累计数量\",\n    notional: \"累计金额\",\n    buyShare: \"买\",\n    sellShare: \"卖\",\n    bid: \"买一\",\n    ask: \"卖一\",\n    basisPoints: \"基点\",\n    name: \"订单簿\",\n  },\n  ja: {\n    price: \"価格\",\n    size: \"数量\",\n    total: \"累計\",\n    spread: \"スプレッド\",\n    average: \"平均価格\",\n    sum: \"累計数量\",\n    notional: \"累計金額\",\n    buyShare: \"買\",\n    sellShare: \"売\",\n    bid: \"最良買気配\",\n    ask: \"最良売気配\",\n    basisPoints: \"bp\",\n    name: \"板情報\",\n  },\n  fr: {\n    price: \"Prix\",\n    size: \"Quantité\",\n    total: \"Cumul\",\n    spread: \"Écart\",\n    average: \"Prix moyen\",\n    sum: \"Somme\",\n    notional: \"Montant\",\n    buyShare: \"A\",\n    sellShare: \"V\",\n    bid: \"Meilleur achat\",\n    ask: \"Meilleure vente\",\n    basisPoints: \"pb\",\n    name: \"Carnet d’ordres\",\n  },\n};\n\nconst COLUMNS = [\"price\", \"size\", \"total\"] as const;\n\ninterface Row extends OrderBookLevelEvent {\n  /** Top of the row, CSS pixels */\n  y: number;\n}\n\ninterface Flash {\n  size: number;\n  at: number;\n  grew: boolean;\n}\n\n/**\n * Creates an order book ladder in `container`: asks, spread row and bids\n * with depth bars, grouping, flashes on changes and a hover summary.\n */\nexport const createOrderBook = (\n  container: HTMLElement,\n  initial: OrderBookOptions = {},\n): OrderBookInstance => {\n  let options = initial;\n  const store = createOrderBookStore();\n  const emitter = createEmitter<OrderBookEventMap>();\n  let fmt: Formatters = createFormatters(options, 2, 4);\n  let finePrice = fmt.price;\n  /** Texts in the locale, resolved on every option update */\n  let texts = localeLabels(LABELS, options.locale, options.labels);\n  let inferred = false;\n  let colors = { up: [0, 0, 0, 1] as Rgba, down: [0, 0, 0, 1] as Rgba };\n  let lastPrice: number | null = null;\n  let previousLast = NaN;\n  let lastDirection = 0;\n  let flashes = new Map<string, Flash>();\n  /** Price range of the rows of the previous frame, per side */\n  const shownRange: Record<OrderBookSide, [number, number]> = {\n    bid: [NaN, NaN],\n    ask: [NaN, NaN],\n  };\n  let drawn = false;\n  let rows: Row[] = [];\n  let hoverAt: [number, number] | null = null;\n  /** Keyboard selection: side and index from the spread */\n  let keyRow: { side: OrderBookSide; index: number } | null = null;\n  let hoverKey = \"\";\n  let hovered: Row | null = null;\n  let rowHeight = 20;\n\n  const host = createHost(container, {\n    className: \"minerva-order-book\",\n    draw,\n    onTheme: () => {\n      colors = sideColors(host.theme, options);\n    },\n  });\n  const { root, doc } = host;\n  root.tabIndex = 0;\n  root.setAttribute(\"role\", \"figure\");\n  root.style.cursor = \"default\";\n\n  const labels = () => texts;\n\n  const refreshFormat = () => {\n    const grouping = options.grouping ?? 0;\n    const raw = inferPriceDecimals(store);\n    fmt = createFormatters(\n      options,\n      grouping > 0 ? Math.max(decimalsOf(grouping), 0) : raw,\n      inferSizeDecimals(store),\n    );\n    // the spread row keeps the raw tick precision (a 0.1 spread is not \"0\")\n    const fine = numberFormat(\n      options.locale,\n      Math.max(fmt.priceDecimals, options.grouping ? raw : 0),\n    );\n    finePrice = options.formatPrice\n      ? fmt.price\n      : (v) => (Number.isFinite(v) ? fine.format(v) : \"–\");\n  };\n\n  const applyTexts = () => {\n    texts = localeLabels(LABELS, options.locale, options.labels);\n    root.setAttribute(\"aria-label\", options.ariaLabel ?? texts.name);\n  };\n\n  const applyOptions = () => {\n    applyTexts();\n    colors = sideColors(host.theme, options);\n    refreshFormat();\n    // grouping changes the rows: no flash for the new buckets\n    flashes = new Map();\n    drawn = false;\n    host.invalidate();\n  };\n\n  /** Levels of a side with their cumulative values */\n  const sideRows = (side: OrderBookSide, limit: number): Row[] => {\n    const { price, size, count } = store.levels(side, {\n      step: options.grouping ?? 0,\n      limit,\n    });\n    const out: Row[] = [];\n    let sum = 0;\n    let notional = 0;\n    for (let i = 0; i < count; i++) {\n      const p = price[i]!;\n      const s = size[i]!;\n      sum += s;\n      notional += s * p;\n      out.push({\n        side,\n        index: i,\n        price: p,\n        size: s,\n        sum,\n        notional,\n        average: notional / sum,\n        y: 0,\n      });\n    }\n    return out;\n  };\n\n  function draw(now: number): boolean {\n    const ctx = host.ctx;\n    if (!ctx) return false;\n    const { width, height, dpr, theme } = host;\n    const l = labels();\n    const mode = options.mode ?? \"both\";\n    const compact = width < 260;\n    const fontSize = options.fontSize ?? (compact ? 11 : 12);\n    const rh = (rowHeight = Math.max(\n      12,\n      options.rowHeight ?? (compact ? 18 : 20),\n    ));\n    const headerH = options.header === false ? 0 : rh + 2;\n    const spreadH = options.spreadRow === false ? 0 : Math.round(rh * 1.7);\n    const imbalanceH = options.imbalance === false ? 0 : 24;\n    const sides = mode === \"both\" ? 2 : 1;\n    const avail = Math.max(0, height - headerH - spreadH - imbalanceH);\n    const perSide = Math.max(0, options.rows ?? Math.floor(avail / rh / sides));\n    const pad = compact ? 6 : 10;\n\n    ctx.setTransform(dpr, 0, 0, dpr, 0, 0);\n    ctx.clearRect(0, 0, width, height);\n\n    const asks = mode === \"bids\" ? [] : sideRows(\"ask\", perSide);\n    const bids = mode === \"asks\" ? [] : sideRows(\"bid\", perSide);\n\n    // vertical layout\n    let y = headerH;\n    const asksTop = y;\n    if (mode !== \"bids\") {\n      for (const row of asks) row.y = asksTop + (perSide - 1 - row.index) * rh;\n      y += perSide * rh;\n    }\n    const spreadY = mode === \"bids\" ? headerH : y;\n    if (mode !== \"bids\") y += spreadH;\n    else y = headerH + spreadH;\n    const bidsTop = y;\n    for (const row of bids) row.y = bidsTop + row.index * rh;\n    rows = [...asks, ...bids];\n    const spreadTop = mode === \"asks\" ? asksTop + perSide * rh : spreadY;\n\n    // columns\n    const cols = (options.columns ?? COLUMNS).filter(\n      (c, i, all) => all.indexOf(c) === i,\n    );\n    const shownCols = compact && cols.length > 2 ? cols.slice(0, 2) : cols;\n    const n = shownCols.length;\n    const inner = width - pad * 2;\n    const colX = shownCols.map((_, j) =>\n      j === 0\n        ? pad\n        : pad + inner * (j === n - 1 ? 1 : 0.24 + (0.76 * j) / (n - 1)),\n    );\n\n    // depth bar scale\n    const barsMode = options.depthBars ?? \"cumulative\";\n    let barMax = 0;\n    for (const row of rows) {\n      barMax = Math.max(barMax, barsMode === \"level\" ? row.size : row.sum);\n    }\n\n    // flashes: compare with the sizes of the previous frame\n    const flash = options.flash !== false;\n    const duration = Math.max(1, options.flashDuration ?? 450);\n    const nextFlashes = new Map<string, Flash>();\n    let animating = false;\n    const inside = (row: Row) => {\n      const range = shownRange[row.side];\n      return drawn && row.price > range[0] && row.price < range[1];\n    };\n    for (const row of rows) {\n      const key = `${row.side}:${row.price}`;\n      const previous = flashes.get(key);\n      let entry: Flash;\n      // a level scrolling into view is not new: only levels appearing\n      // between the rows already shown flash\n      if (!previous)\n        entry = {\n          size: row.size,\n          at: inside(row) ? now : -Infinity,\n          grew: true,\n        };\n      else if (previous.size !== row.size)\n        entry = { size: row.size, at: now, grew: row.size > previous.size };\n      else entry = previous;\n      nextFlashes.set(key, entry);\n    }\n    flashes = nextFlashes;\n    drawn = true;\n    for (const side of [\"bid\", \"ask\"] as const) {\n      const list = side === \"bid\" ? bids : asks;\n      const prices = list.map((r) => r.price);\n      shownRange[side] = prices.length\n        ? [Math.min(...prices), Math.max(...prices)]\n        : [NaN, NaN];\n    }\n\n    // hover: rows from the spread to the hovered one\n    hovered = null;\n    if (hoverAt) {\n      const [hx, hy] = hoverAt;\n      if (hx >= 0 && hx <= width)\n        hovered = rows.find((r) => hy >= r.y && hy < r.y + rh) ?? null;\n    } else if (keyRow) {\n      const list = keyRow.side === \"ask\" ? asks : bids;\n      hovered = list[Math.min(keyRow.index, list.length - 1)] ?? null;\n    }\n\n    const threshold = options.largeOrderThreshold ?? Infinity;\n    const text = toCss(theme.text);\n    const muted = toCss(theme.textMuted);\n\n    // header\n    if (headerH) {\n      ctx.font = fontOf(theme, options, 400, fontSize - 1);\n      ctx.fillStyle = muted;\n      ctx.textBaseline = \"middle\";\n      shownCols.forEach((c, j) => {\n        ctx.textAlign = j === 0 ? \"left\" : \"right\";\n        ctx.fillText(l[c], colX[j]!, rh / 2 + 1);\n      });\n    }\n\n    // rows\n    for (const row of rows) {\n      const color = row.side === \"bid\" ? colors.up : colors.down;\n      const key = `${row.side}:${row.price}`;\n      const large = row.size >= threshold;\n      // hover band (cumulative selection)\n      if (hovered && hovered.side === row.side && row.index <= hovered.index) {\n        ctx.fillStyle = toCss(theme.text, row === hovered ? 0.09 : 0.045);\n        ctx.fillRect(0, row.y, width, rh);\n      }\n      // depth bar\n      if (barsMode !== \"none\" && barMax > 0) {\n        const value = barsMode === \"level\" ? row.size : row.sum;\n        const w = (value / barMax) * width;\n        ctx.fillStyle = toCss(color, 0.14);\n        ctx.fillRect(width - w, row.y + 1, w, rh - 2);\n      }\n      if (large) {\n        ctx.fillStyle = toCss(color, 0.16);\n        ctx.fillRect(0, row.y + 1, width, rh - 2);\n        ctx.fillStyle = toCss(color);\n        ctx.fillRect(0, row.y + 2, 3, rh - 4);\n      }\n      // flash: behind the size that changed (a whole-row flash makes a\n      // ladder at 200 updates/s flicker)\n      const f = flashes.get(key);\n      let flashAlpha = 0;\n      if (flash && f && Number.isFinite(f.at)) {\n        const age = (now - f.at) / duration;\n        if (age < 1) {\n          flashAlpha = (1 - age) * (1 - age);\n          animating = true;\n        }\n      }\n      // texts\n      ctx.textBaseline = \"middle\";\n      const ty = row.y + rh / 2 + 0.5;\n      shownCols.forEach((c, j) => {\n        ctx.textAlign = j === 0 ? \"left\" : \"right\";\n        if (c === \"price\") {\n          ctx.font = fontOf(theme, options, 500, fontSize);\n          ctx.fillStyle = toCss(color);\n          ctx.fillText(\n            fmt.price(row.price),\n            colX[j]! + (large && j === 0 ? 4 : 0),\n            ty,\n          );\n        } else if (c === \"size\") {\n          ctx.font = fontOf(theme, options, large ? 700 : 400, fontSize);\n          const label = fmt.size(row.size);\n          if (flashAlpha > 0 && f) {\n            const w = ctx.measureText(label).width + 10;\n            const x = j === 0 ? colX[j]! - 5 : colX[j]! - w + 5;\n            ctx.fillStyle = toCss(\n              f.grew ? color : theme.textMuted,\n              (f.grew ? 0.45 : 0.3) * flashAlpha,\n            );\n            roundRect(ctx, x, row.y + 2, w, rh - 4, 3);\n            ctx.fill();\n          }\n          ctx.fillStyle = text;\n          ctx.fillText(label, colX[j]!, ty);\n        } else {\n          ctx.font = fontOf(theme, options, 400, fontSize);\n          ctx.fillStyle = muted;\n          ctx.fillText(\n            options.total === \"quote\"\n              ? fmt.notional(row.notional)\n              : fmt.total(row.sum),\n            colX[j]!,\n            ty,\n          );\n        }\n      });\n    }\n    if (hovered) {\n      // edge of the selection\n      ctx.strokeStyle = toCss(theme.textMuted, 0.7);\n      ctx.setLineDash([3, 3]);\n      ctx.beginPath();\n      const edge =\n        hovered.side === \"bid\" ? hovered.y + rh - 0.5 : hovered.y + 0.5;\n      ctx.moveTo(0, edge);\n      ctx.lineTo(width, edge);\n      ctx.stroke();\n      ctx.setLineDash([]);\n    }\n\n    // spread row\n    if (spreadH) {\n      const mid = store.mid();\n      const shown = lastPrice ?? mid;\n      if (Number.isFinite(shown) && shown !== previousLast) {\n        if (Number.isFinite(previousLast))\n          lastDirection =\n            shown > previousLast\n              ? 1\n              : shown < previousLast\n                ? -1\n                : lastDirection;\n        previousLast = shown;\n      }\n      const sy = spreadTop;\n      ctx.fillStyle = toCss(theme.text, 0.035);\n      ctx.fillRect(0, sy, width, spreadH);\n      ctx.strokeStyle = toCss(theme.grid);\n      ctx.beginPath();\n      ctx.moveTo(0, Math.round(sy) + 0.5);\n      ctx.lineTo(width, Math.round(sy) + 0.5);\n      ctx.moveTo(0, Math.round(sy + spreadH) - 0.5);\n      ctx.lineTo(width, Math.round(sy + spreadH) - 0.5);\n      ctx.stroke();\n      const dirColor =\n        lastDirection > 0\n          ? colors.up\n          : lastDirection < 0\n            ? colors.down\n            : theme.text;\n      const cy = sy + spreadH / 2 + 0.5;\n      ctx.textBaseline = \"middle\";\n      ctx.textAlign = \"left\";\n      ctx.font = fontOf(theme, options, 700, fontSize + (compact ? 2 : 4));\n      ctx.fillStyle = toCss(dirColor);\n      const priceText = finePrice(shown);\n      ctx.fillText(priceText, pad, cy);\n      let x = pad + ctx.measureText(priceText).width + 6;\n      if (lastDirection !== 0) {\n        // arrow of the last move\n        const s = compact ? 4 : 5;\n        ctx.beginPath();\n        if (lastDirection > 0) {\n          ctx.moveTo(x, cy + s * 0.6);\n          ctx.lineTo(x + s, cy - s * 0.7);\n          ctx.lineTo(x + s * 2, cy + s * 0.6);\n        } else {\n          ctx.moveTo(x, cy - s * 0.6);\n          ctx.lineTo(x + s, cy + s * 0.7);\n          ctx.lineTo(x + s * 2, cy - s * 0.6);\n        }\n        ctx.closePath();\n        ctx.fill();\n        x += s * 2 + 6;\n      }\n      const spread = store.spread();\n      if (Number.isFinite(spread)) {\n        ctx.textAlign = \"right\";\n        ctx.font = fontOf(theme, options, 400, fontSize - 1);\n        const bps = (spread / mid) * 1e4;\n        const right = `${finePrice(spread)} · ${fmt.fixed(bps, bps < 10 ? 2 : 1)} ${l.basisPoints}`;\n        ctx.fillStyle = text;\n        ctx.fillText(right, width - pad, cy);\n        if (!compact) {\n          const rw = ctx.measureText(right).width;\n          ctx.fillStyle = muted;\n          const label = `${l.spread}`;\n          if (width - pad - rw - 8 - ctx.measureText(label).width > x)\n            ctx.fillText(label, width - pad - rw - 8, cy);\n        }\n      }\n    }\n\n    // imbalance bar\n    if (imbalanceH) {\n      let bidSum = 0;\n      let askSum = 0;\n      for (const r of bids) bidSum += r.size;\n      for (const r of asks) askSum += r.size;\n      const all = bidSum + askSum;\n      const share = all > 0 ? bidSum / all : 0.5;\n      const by = height - imbalanceH + 6;\n      const bh = imbalanceH - 10;\n      const bw = width - pad * 2;\n      const split = pad + bw * share;\n      ctx.save();\n      roundRect(ctx, pad, by, bw, bh, 3);\n      ctx.clip();\n      ctx.fillStyle = toCss(colors.up, 0.22);\n      ctx.fillRect(pad, by, split - pad, bh);\n      ctx.fillStyle = toCss(colors.down, 0.22);\n      ctx.fillRect(split, by, pad + bw - split, bh);\n      ctx.restore();\n      ctx.fillStyle = toCss(theme.background);\n      ctx.fillRect(split - 1, by, 2, bh);\n      ctx.font = fontOf(theme, options, 600, fontSize - 1);\n      ctx.textBaseline = \"middle\";\n      ctx.textAlign = \"left\";\n      ctx.fillStyle = toCss(colors.up);\n      const mid = by + bh / 2 + 0.5;\n      ctx.fillText(\n        `${l.buyShare} ${fmt.percent(share, 1, false)}`,\n        pad + 6,\n        mid,\n      );\n      ctx.textAlign = \"right\";\n      ctx.fillStyle = toCss(colors.down);\n      ctx.fillText(\n        `${fmt.percent(1 - share, 1, false)} ${l.sellShare}`,\n        pad + bw - 6,\n        mid,\n      );\n    }\n\n    // tooltip and hover event\n    if (hovered && options.tooltip !== false) {\n      const color = hovered.side === \"bid\" ? colors.up : colors.down;\n      tooltipHtml(\n        doc,\n        host.tooltip,\n        { text: fmt.price(hovered.price), color: toCss(color) },\n        [\n          [l.average, finePrice(hovered.average)],\n          [l.sum, fmt.total(hovered.sum)],\n          [l.notional, fmt.notional(hovered.notional)],\n        ],\n      );\n      host.tooltip.style.display = \"block\";\n      const ax = hoverAt ? hoverAt[0] : width * 0.4;\n      host.placeTooltip(\n        host.tooltip,\n        ax,\n        hovered.y + rh / 2,\n        ax > width / 2 ? \"left\" : \"right\",\n      );\n    } else {\n      host.tooltip.style.display = \"none\";\n    }\n    const key = hovered\n      ? `${hovered.side}|${hovered.index}|${hovered.price}|${hovered.size}|${hovered.sum}`\n      : \"\";\n    if (key !== hoverKey) {\n      hoverKey = key;\n      emitter.emit(\"hover\", hovered ? toEvent(hovered) : null);\n    }\n\n    const bb = store.bestBid();\n    const ba = store.bestAsk();\n    host.describe(\n      `${options.ariaLabel ?? l.name}. ${l.bid} ${finePrice(bb)}, ${l.ask} ${finePrice(ba)}, ${l.spread} ${finePrice(ba - bb)}.`,\n    );\n    return animating;\n  }\n\n  const toEvent = (row: Row): OrderBookLevelEvent => ({\n    side: row.side,\n    index: row.index,\n    price: row.price,\n    size: row.size,\n    sum: row.sum,\n    notional: row.notional,\n    average: row.average,\n  });\n\n  // ---------------------------------------------------------- interaction\n\n  const onPointerMove = (event: PointerEvent) => {\n    hoverAt = localPoint(root, event);\n    keyRow = null;\n    host.invalidate();\n  };\n  const onPointerLeave = () => {\n    hoverAt = null;\n    host.invalidate();\n  };\n  const onClick = (event: MouseEvent) => {\n    const [x, y] = localPoint(root, event);\n    const row = rows.find((r) => y >= r.y && y < r.y + rowHeight);\n    if (row && x >= 0) emitter.emit(\"levelClick\", toEvent(row));\n  };\n  const onKeyDown = (event: KeyboardEvent) => {\n    const order: { side: OrderBookSide; index: number }[] = [];\n    const asks = rows.filter((r) => r.side === \"ask\");\n    const bids = rows.filter((r) => r.side === \"bid\");\n    for (let i = asks.length - 1; i >= 0; i--)\n      order.push({ side: \"ask\", index: i });\n    for (let i = 0; i < bids.length; i++) order.push({ side: \"bid\", index: i });\n    if (!order.length) return;\n    const current = keyRow\n      ? order.findIndex(\n          (o) => o.side === keyRow!.side && o.index === keyRow!.index,\n        )\n      : -1;\n    switch (event.key) {\n      case \"ArrowDown\":\n      case \"ArrowUp\": {\n        const down = event.key === \"ArrowDown\";\n        // first press: the best level on that side of the spread\n        const next =\n          current >= 0\n            ? clamp(current + (down ? 1 : -1), 0, order.length - 1)\n            : down\n              ? Math.min(asks.length, order.length - 1)\n              : Math.max(0, asks.length - 1);\n        keyRow = order[next] ?? null;\n        hoverAt = null;\n        host.invalidate();\n        break;\n      }\n      case \"Enter\":\n      case \" \":\n        if (hovered) emitter.emit(\"levelClick\", toEvent(hovered));\n        break;\n      case \"Escape\":\n        keyRow = null;\n        host.invalidate();\n        break;\n      default:\n        return;\n    }\n    event.preventDefault();\n  };\n  const onBlur = () => {\n    if (keyRow) {\n      keyRow = null;\n      host.invalidate();\n    }\n  };\n  root.addEventListener(\"pointermove\", onPointerMove);\n  root.addEventListener(\"pointerleave\", onPointerLeave);\n  root.addEventListener(\"click\", onClick);\n  root.addEventListener(\"keydown\", onKeyDown);\n  root.addEventListener(\"blur\", onBlur);\n\n  const changed = () => {\n    if (!inferred && store.count(\"bid\") + store.count(\"ask\") > 0) {\n      inferred = true;\n      refreshFormat();\n    }\n    host.invalidate();\n  };\n\n  const instance: OrderBookInstance = {\n    setBook(snapshot) {\n      store.setSnapshot(snapshot);\n      inferred = false;\n      changed();\n    },\n    applyDeltas(deltas) {\n      if (applyDeltas(store, deltas)) changed();\n    },\n    clear() {\n      store.clear();\n      inferred = false;\n      flashes = new Map();\n      drawn = false;\n      host.invalidate();\n    },\n    setLastPrice(price) {\n      lastPrice = price !== null && Number.isFinite(price) ? price : null;\n      host.invalidate();\n    },\n    setOptions(next) {\n      const regroup =\n        (next.grouping ?? 0) !== (options.grouping ?? 0) ||\n        next.mode !== options.mode;\n      options = next;\n      if (regroup) applyOptions();\n      else {\n        applyTexts();\n        colors = sideColors(host.theme, options);\n        refreshFormat();\n        host.invalidate();\n      }\n    },\n    getStore: () => store,\n    on: (event, handler) => emitter.on(event, handler),\n    resize() {\n      host.invalidate();\n    },\n    destroy() {\n      root.removeEventListener(\"pointermove\", onPointerMove);\n      root.removeEventListener(\"pointerleave\", onPointerLeave);\n      root.removeEventListener(\"click\", onClick);\n      root.removeEventListener(\"keydown\", onKeyDown);\n      root.removeEventListener(\"blur\", onBlur);\n      emitter.clear();\n      host.destroy();\n    },\n  };\n  applyOptions();\n  return 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package/dist/charts/engine/orderbook/tape.cjs

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